Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49114.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45053.12 Kr¶

PnL: ---------------------------------------> -2.88 Kr¶

DD now: ---------------------------------> -7.541 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:40:50.052599'

Anic Portfolio¶

This Week¶

Return: -0.382 %¶

Total portfolio value¶

Return including deposits: 60.789 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.030000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 -2.130000 2155.500000 112.500000 5.510000 2043.000000
Atrium Ljungberg B 5 0.250000 997.500000 62.500000 6.680000 935.000000
Sagax B 4 -0.130000 896.000000 42.000000 4.920000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.340000 1020.250000 40.250000 4.110000 980.000000
Catena 2 -0.950000 830.800000 38.800000 4.900000 792.000000
Hexatronic Group 12 -0.480000 996.960000 29.960000 3.100000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
Sedana Medical 93 -4.610000 2538.900000 17.900000 0.710000 2521.000011
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
Biotage 7 -0.880000 949.200000 8.200000 0.870000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
VEF 909 -2.860000 1854.360000 4.360000 0.240000 1850.000436
BioGaia B 8 -2.190000 929.600000 -0.400000 -0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.170000 952.380000 -3.620000 -0.380000 956.000001
Clas Ohlson B 12 -1.890000 965.400000 -7.600000 -0.780000 972.999996
ASSA ABLOY B 3 -1.690000 766.500000 -12.500000 -1.600000 779.000001
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
SKF B 5 -1.200000 907.250000 -32.750000 -3.480000 940.000000
Addnode Group B 11 -1.590000 887.700000 -33.300000 -3.620000 921.000003
Indutrade 5 -1.430000 1173.000000 -45.000000 -3.690000 1218.000000
Latour B 4 -0.830000 809.200000 -47.800000 -5.580000 857.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
Vitec Software Group B 2 -4.250000 1014.000000 -73.000000 -6.720000 1087.000000
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.690000 3341.000000 -120.000000 -3.470000 3461.000010
TOTAL 45053.180000 -2.820000 -7.54067% 45056.000411

Updated:¶

'2023-07-05 14:40:22.352361'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶